+289.5%
WDAY vs PBF
+303.9%
-14.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -4.4% | +4.3% | -8.7% | -4.8% |
| 30D | +14.7% | +22.0% | -7.2% | +12.2% |
| 3M | +32.4% | +74.5% | -42.1% | +23.6% |
| 6M | +36.9% | +67.7% | -30.8% | +27.7% |
| YTD | -8.8% | +179.2% | -188.0% | -20.0% |
| 1Y | -15.3% | +170.0% | -185.3% | -25.9% |
| 3Y | -21.2% | +66.4% | -87.6% | -29.2% |
| 5Y | -29.5% | +764.5% | -794.0% | -50.7% |
| 10Y | +120.0% | +358.5% | -238.5% | +42.8% |
| All | +289.5% | +303.9% | -14.4% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling